+124.8%
TROW vs STLA
+55.1%
+69.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -1.9% |
| 7D | -3.2% | -2.9% | -0.3% | -2.3% |
| 30D | -4.6% | +0.9% | -5.5% | -5.2% |
| 3M | -0.7% | -21.6% | +21.0% | +7.0% |
| 6M | +22.2% | -21.6% | +43.8% | +30.3% |
| YTD | +6.6% | -50.4% | +57.0% | +30.7% |
| 1Y | +5.8% | -43.6% | +49.4% | +22.2% |
| 3Y | +11.6% | -66.4% | +78.0% | +48.8% |
| 5Y | -38.9% | -62.3% | +23.4% | -24.3% |
| All | +124.8% | +55.1% | +69.7% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling